Location: In a truck, headed south to Mexico for vacation, approximately 8 miles north of Lukeville, AZ on State Hwy 85 looking toward the East. In the East are the Diablo Mountains and Ajo Range (mountains).Who: Besides myself, an aunt, an uncle, a cousin and a family friend all witnessed the event. My aunt and unlce were in the front (my aunt was driving). I sat behind the driver's seat (behind my aunt), our family friend sat in the rear passenger (behind my uncle) and my cousin sat between us.When: Approximately 7pm, dusk, the sun had not completely set behind the mountains on the West side of the road.What: As they occured...My uncle exclaimed, "check it out!" He was pointing toward the Diablo/Ajo Mountains on the driver's side of the truck as we headed south. We all looked and immediately saw a large circular light in the sky (like the sun, or full moon would appear) above the mountains. The light appeared two dimensional. We rolled down the windows for a good look.The range was approximately 5-6 miles away and the height of the mountains in this area is about 2500-3000 feet. The light was about a 1/2 a finger's height above the mountain with my index finger about 5 inches from my face using the width of my finger as the height. The light was also the about the same measurement in diameter as distance above the mountains. Just guessing we believed about 150-200 feet across. Their was no visible aircraft or other device that the light was eminating from. However, there was a jet cruising in the distance and the lights we saw were about 50 times larger than the jet visible in the sky. I believe jets crusie at about 30,000 feet and this light was only about 3,000 feet in the air and was at least as big as a jet on its own.It was strange enough to see this big light. But, it suddenly vanished almost as soon as we noticed it. Then another appeared a little higher and to the north, then off, then on and directly above. It repeated a couple of more times making a circular pattern if one were to draw a line between the circles of light. (Remember only one light at a time was on and they were stationary.) Next, another light appeared seemingly further away from the mountain, in a NW direction from where we had just seen the other lights, then off. Then on again in a second, continuing on its NW path, then off, then appeared again about back where it started, then off. Then, two more times moving in its NW direction, then off. After it disappeared this last time we did not see it again.Unfortunately, since the event was only seconds long, by the time we got a camera out nobody had a chance to take a picture. We gazed into the mountains for several more minutes and never saw any aircraft or other objects that may have been reflecting light. This was my first UFO encounter and although I am not convinced it was E.T., I do classify this as an Unidentified Flying Object.